+1,563.7%
LITE vs BURL
+63.9%
+1,499.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +2.8% |
| 7D | -1.5% | -2.8% | +1.3% | -0.4% |
| 30D | +6.7% | -28.2% | +34.8% | +22.5% |
| 3M | -6.8% | -17.6% | +10.8% | -0.8% |
| 6M | +29.4% | -11.8% | +41.2% | +31.6% |
| YTD | +139.1% | -8.1% | +147.2% | +138.8% |
| 1Y | +521.0% | -12.0% | +532.9% | +527.3% |
| All | +1,563.7% | +63.9% | +1,499.8% | +1,286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling